+1.1%
BSX vs O
+15.0%
-13.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.4% |
| 7D | -7.0% | -2.3% | -4.8% | -6.4% |
| 30D | -10.9% | -2.4% | -8.5% | -10.2% |
| 3M | -8.2% | -0.6% | -7.6% | -8.0% |
| 6M | -37.5% | -5.0% | -32.5% | -36.5% |
| YTD | -52.8% | +10.4% | -63.2% | -54.4% |
| 1Y | -58.4% | +6.6% | -65.0% | -59.4% |
| 3Y | -16.5% | +28.4% | -44.9% | -24.4% |
| All | +1.1% | +15.0% | -13.9% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded O wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling